{"schemaVersion":1,"symbol":"GBDC","days":90,"observations":[{"symbol":"GBDC","expiry":"2026-11-20","observed_at":"2026-10-22T13:30:03.959000+00:00","captured_at":"2026-10-22T13:33:45.260Z","last_trade_at":"2026-10-22T13:32:43.121636036Z","price":11.98,"iv_pct":94.51666828764633,"implied_move_pct":17.14137958877907,"put_call_skew_pp":-203.32962446559065,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GBDC","source_hash":"889d5217266ee4b219e215a4bab4f47a43425b4ab276cb36438b02efee47a92c"},{"symbol":"GBDC","expiry":"2026-11-20","observed_at":"2026-10-23T13:30:01.342000+00:00","captured_at":"2026-10-23T13:35:50.197Z","last_trade_at":"2026-10-23T13:35:33.369810729Z","price":12.105,"iv_pct":90.46198297337565,"implied_move_pct":15.3115462261561,"put_call_skew_pp":-191.841625109543,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GBDC","source_hash":"5527da10223cdf5aea8a96a3cc94adc8d3a3cd9c40efc639a847d56d7421e3bb"},{"symbol":"GBDC","expiry":"2026-11-20","observed_at":"2026-10-26T13:30:01.803000+00:00","captured_at":"2026-10-26T13:42:49.253Z","last_trade_at":"2026-10-26T13:42:26.686353618Z","price":12.18,"iv_pct":30.052948004276825,"implied_move_pct":8.998910744356179,"put_call_skew_pp":-217.93973883289829,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GBDC","source_hash":"8e34f540e4db123261fad1a614a741c4b1e16e62a93417d7889c173045a2dda0"},{"symbol":"GBDC","expiry":"2026-11-20","observed_at":"2026-10-27T13:47:41.084000+00:00","captured_at":"2026-10-27T13:58:46.776Z","last_trade_at":"2026-10-27T13:57:30.592991144Z","price":12.27,"iv_pct":29.629284378176585,"implied_move_pct":8.39043533000651,"put_call_skew_pp":-189.69864335846594,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GBDC","source_hash":"57c27a0f62eb814e3834fd95ad356bcad50ff21b1894d094bfd78912b7eba532"},{"symbol":"GBDC","expiry":"2026-11-20","observed_at":"2026-10-30T13:30:03.436000+00:00","captured_at":"2026-10-30T13:39:32.843Z","last_trade_at":"2026-10-30T13:39:25.55687205Z","price":12.73,"iv_pct":85.42413994355826,"implied_move_pct":30.312540354551317,"put_call_skew_pp":-155.09701724483205,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GBDC","source_hash":"85c728df9f9335588ae921cf796790911f4b9672bd36bbe703e91ad2187fb677"},{"symbol":"GBDC","expiry":"2026-11-20","observed_at":"2026-11-06T14:30:00.562000+00:00","captured_at":"2026-11-06T14:34:31.551Z","last_trade_at":"2026-11-06T14:31:45.431245372Z","price":12.79,"iv_pct":36.89306584317201,"implied_move_pct":8.878418431671047,"put_call_skew_pp":-0.12899912025480798,"model_version":"delta-comparison-v1","source_url":"https://intraalpha.com/companies/GBDC","source_hash":"f049bb80ed6257d541e41a9074b627e9e7ddc77e916832f128f38fd521ab6d9e"}],"dailyIv":[{"symbol":"GBDC","date":"2026-09-08","iv_pct":68.2393062624091,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":107.04679865206401,"put_iv_pct":129.20484023339816},{"expiry":"2026-10-16","call_iv_pct":61.28412618157837,"put_iv_pct":77.67623014839884},{"expiry":"2026-11-20","call_iv_pct":50.98035483151083,"put_iv_pct":41.37888062345023},{"expiry":"2027-02-19","call_iv_pct":42.62429115531104,"put_iv_pct":35.7189282735613}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"1efd3e572666cdadc0c2059354b483798be8ce8b085c6038fbf8d4edfa5da59e","captured_at":"2026-10-24T08:32:26.485318+00:00","observed_at":"2026-09-08T15:59:00-04:00","session_close_at":"2026-09-08T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-08","end_date":"2026-09-08","strike_range":20,"format":"json"},"source_hash":"aaeca6cce3efb3dc80a9b07b5a343add0e0e26683c7481f18faca1a4f261b948"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e73a45003e407e17d96ec8a67a67d2c23e8d7ffbbc7b480a3bc5b69b85e20f44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"991e8e73d15f5106531adb57214f927ad176d205ed688a89c237b7f52ab0909f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"40f90aeffef2b484c59d9c711147de26847b1236a16a6af510915232f0e5d1b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9636fb5457396a12dcd687ea038073836ed30fa2f6a0b53d03979b05e5e689e"}]},{"symbol":"GBDC","date":"2026-09-14","iv_pct":53.32450668651863,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-09-18","call_iv_pct":162.42339214821348,"put_iv_pct":87.66843988075533},{"expiry":"2026-10-16","call_iv_pct":26.73754655493483,"put_iv_pct":13.483288409703519},{"expiry":"2026-11-20","call_iv_pct":39.568040800615854,"put_iv_pct":24.44595267237862},{"expiry":"2027-02-19","call_iv_pct":36.88920434630215,"put_iv_pct":35.380188679245286}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"b6136b2314192111a38d8ca9822d2c3a0da996b325c1ad03d7499338f5353ccb","captured_at":"2026-10-24T08:32:19.154839+00:00","observed_at":"2026-09-14T15:59:00-04:00","session_close_at":"2026-09-14T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-14","end_date":"2026-09-14","strike_range":20,"format":"json"},"source_hash":"db63113ac0fd2d03d3f02d488f6260607ea7e45f7885bbdde40fb16a573acea2"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-09-18","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"e73a45003e407e17d96ec8a67a67d2c23e8d7ffbbc7b480a3bc5b69b85e20f44"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"991e8e73d15f5106531adb57214f927ad176d205ed688a89c237b7f52ab0909f"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"40f90aeffef2b484c59d9c711147de26847b1236a16a6af510915232f0e5d1b5"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-08","end_date":"2026-09-14","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d9636fb5457396a12dcd687ea038073836ed30fa2f6a0b53d03979b05e5e689e"}]},{"symbol":"GBDC","date":"2026-09-18","iv_pct":37.04749834998129,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.89838084378566,"put_iv_pct":26.078520393811537},{"expiry":"2026-11-20","call_iv_pct":45.09568435754191,"put_iv_pct":36.987387140902875},{"expiry":"2027-02-19","call_iv_pct":40.26527134243098,"put_iv_pct":29.182979591836734},{"expiry":"2027-05-21","call_iv_pct":31.829126594700686,"put_iv_pct":38.04263653483992}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"bd3118110e03ff31ed60d74ad69d3ff73e20ddd2faf798b1402a6d1f6bde7bf5","captured_at":"2026-10-24T08:32:06.487623+00:00","observed_at":"2026-09-18T15:59:00-04:00","session_close_at":"2026-09-18T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-18","end_date":"2026-09-18","strike_range":20,"format":"json"},"source_hash":"5c3d926b1b2132c80ff0fa8595393b957230061ff10ff765bd2bf3c42bc35a64"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b48b1e2f6fe4ca0acbafd524fcf36397d17fe7efc8a8d6f269892af343c2b50b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c1726cd471ca9df8e32fd550f95a8c37980ec3ca849b3ec1f6b5c3689b9b2841"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7313177cb7618dd7e5bf83bc52e9ef8fe757937b7c64af1bb6baafc548322843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4eb3051c772c640f7af26977611816bc867616b4495ff671ccfbfebccf846310"}]},{"symbol":"GBDC","date":"2026-09-21","iv_pct":42.03464015544505,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":54.61339214980194,"put_iv_pct":35.79000000000001},{"expiry":"2026-11-20","call_iv_pct":51.127701782820104,"put_iv_pct":28.713799509288467},{"expiry":"2027-02-19","call_iv_pct":41.26510890454836,"put_iv_pct":35.462819897084046},{"expiry":"2027-05-21","call_iv_pct":34.90814091178212,"put_iv_pct":54.3961580882353}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"50bccf656bb5f035201f0f53121afb1bf471b74c532220579e28c9e0e071d120","captured_at":"2026-10-24T08:32:04.855859+00:00","observed_at":"2026-09-21T15:59:00-04:00","session_close_at":"2026-09-21T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-21","end_date":"2026-09-21","strike_range":20,"format":"json"},"source_hash":"53e55db92f2161910d5915003529b983d73ed885526ce93b7ee7eb6867467890"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"b48b1e2f6fe4ca0acbafd524fcf36397d17fe7efc8a8d6f269892af343c2b50b"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"c1726cd471ca9df8e32fd550f95a8c37980ec3ca849b3ec1f6b5c3689b9b2841"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"7313177cb7618dd7e5bf83bc52e9ef8fe757937b7c64af1bb6baafc548322843"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-15","end_date":"2026-09-21","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"4eb3051c772c640f7af26977611816bc867616b4495ff671ccfbfebccf846310"}]},{"symbol":"GBDC","date":"2026-09-22","iv_pct":38.138809060906084,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":48.598646153846126,"put_iv_pct":29.39770167928877},{"expiry":"2026-11-20","call_iv_pct":39.08710350584307,"put_iv_pct":39.908238188976384},{"expiry":"2027-02-19","call_iv_pct":40.07437802907915,"put_iv_pct":28.749093762259708},{"expiry":"2027-05-21","call_iv_pct":33.54406310995445,"put_iv_pct":45.75124805800104}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"2c98b669ab4eacb7f5e6085719fbd69d4779498ee1327ac5a744a2a0effb8d2c","captured_at":"2026-10-24T08:31:58.454234+00:00","observed_at":"2026-09-22T15:59:00-04:00","session_close_at":"2026-09-22T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-22","end_date":"2026-09-22","strike_range":20,"format":"json"},"source_hash":"ded4febc3686392ce1577b55c49dfae537dceabf632888bc3e4d13c7478b442c"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bdbc92813fd27206475c6710b73f7165399495f5ff3604561839137e4139c733"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0aea831e89a7cd072c99e455b7527eaf54e61a00bb8f0e529faa3afc093ac5ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78bc9689132ec72a55010554875611bd8b22d9dc1bf909a4134263315e1835c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6795214811b73d15a22f25ecb76e842857654a23fbf6661c30a6c20f2c6dcaf5"}]},{"symbol":"GBDC","date":"2026-09-23","iv_pct":32.958763941046826,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":25.94137067545304,"put_iv_pct":16.092384105960267},{"expiry":"2026-11-20","call_iv_pct":46.593520355798844,"put_iv_pct":24.67498909725251},{"expiry":"2027-02-19","call_iv_pct":26.187998895942588,"put_iv_pct":34.21995500562429},{"expiry":"2027-05-21","call_iv_pct":34.59516862170087,"put_iv_pct":55.364724770642205}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c3d4007de0f5b9f89d44279c48fdd8d6f73f271f2abf9f80a14a6ca283a7d839","captured_at":"2026-10-24T08:31:56.706397+00:00","observed_at":"2026-09-23T15:59:00-04:00","session_close_at":"2026-09-23T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-23","end_date":"2026-09-23","strike_range":20,"format":"json"},"source_hash":"f58181f4747a84342e1c156bed40006afc9e278c8e3b04370113aa11c7703902"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bdbc92813fd27206475c6710b73f7165399495f5ff3604561839137e4139c733"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0aea831e89a7cd072c99e455b7527eaf54e61a00bb8f0e529faa3afc093ac5ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78bc9689132ec72a55010554875611bd8b22d9dc1bf909a4134263315e1835c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6795214811b73d15a22f25ecb76e842857654a23fbf6661c30a6c20f2c6dcaf5"}]},{"symbol":"GBDC","date":"2026-09-24","iv_pct":29.484671808965636,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":42.89154203437064,"put_iv_pct":21.595745509629943},{"expiry":"2026-11-20","call_iv_pct":28.455412130637647,"put_iv_pct":19.82684420772304},{"expiry":"2027-02-19","call_iv_pct":24.058191788526432,"put_iv_pct":28.151697921946273},{"expiry":"2027-05-21","call_iv_pct":24.067236180904526,"put_iv_pct":46.830704697986576}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"c9527bf6251ece9e6e3a2fad45306ebb37050c3bbd047d5abefcda389ec2d079","captured_at":"2026-10-24T08:31:55.220972+00:00","observed_at":"2026-09-24T15:59:00-04:00","session_close_at":"2026-09-24T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-24","end_date":"2026-09-24","strike_range":20,"format":"json"},"source_hash":"7f194899e5b2f69e71ee2b084e2ce118eb7fa4c97c79b97518b29d87d4853c7e"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bdbc92813fd27206475c6710b73f7165399495f5ff3604561839137e4139c733"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0aea831e89a7cd072c99e455b7527eaf54e61a00bb8f0e529faa3afc093ac5ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78bc9689132ec72a55010554875611bd8b22d9dc1bf909a4134263315e1835c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6795214811b73d15a22f25ecb76e842857654a23fbf6661c30a6c20f2c6dcaf5"}]},{"symbol":"GBDC","date":"2026-09-28","iv_pct":32.03163291002648,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":21.482312822067296,"put_iv_pct":33.242609929078014},{"expiry":"2026-11-20","call_iv_pct":39.68471297359357,"put_iv_pct":35.06326203208556},{"expiry":"2027-02-19","call_iv_pct":25.795083754320657,"put_iv_pct":40.26301146650574},{"expiry":"2027-05-21","call_iv_pct":26.271921787709495,"put_iv_pct":34.450148514851485}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"01ebf6b3814282f9a37f3938a258eda17586ffc352b4ef31eb7026447c348bb8","captured_at":"2026-10-24T08:31:51.727204+00:00","observed_at":"2026-09-28T15:59:00-04:00","session_close_at":"2026-09-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-28","end_date":"2026-09-28","strike_range":20,"format":"json"},"source_hash":"9205026fe5002aac31f9e7b8f7eb0645c7d1b41179fac51d8738fdbea05451ce"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"bdbc92813fd27206475c6710b73f7165399495f5ff3604561839137e4139c733"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0aea831e89a7cd072c99e455b7527eaf54e61a00bb8f0e529faa3afc093ac5ed"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"78bc9689132ec72a55010554875611bd8b22d9dc1bf909a4134263315e1835c9"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-22","end_date":"2026-09-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"6795214811b73d15a22f25ecb76e842857654a23fbf6661c30a6c20f2c6dcaf5"}]},{"symbol":"GBDC","date":"2026-09-29","iv_pct":58.26730558615291,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":105.2067947470817,"put_iv_pct":84.78071151358343},{"expiry":"2026-11-20","call_iv_pct":54.32559800071402,"put_iv_pct":58.031841584158414},{"expiry":"2027-02-19","call_iv_pct":45.30632483698874,"put_iv_pct":36.0272451558551},{"expiry":"2027-05-21","call_iv_pct":36.2481546572935,"put_iv_pct":46.21177419354838}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"628ae01587d97a7b19b6d45b2c8a6e95cd03b03d38e199e0e7c1b8e459ad08d7","captured_at":"2026-10-24T08:31:45.703338+00:00","observed_at":"2026-09-29T15:59:00-04:00","session_close_at":"2026-09-29T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-29","end_date":"2026-09-29","strike_range":20,"format":"json"},"source_hash":"0bdd01adefe3933b49c88811991d4111c1a79745329be7812de72deed8399b62"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f541c4d7f4d99185b8dc417d0cd4fcfbbc906e98b5e82b81b771f1cf8aa986d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d97636b0cc081f9ed6cfcb3146adae83e7fc8f21e3789435234fa42f0224a06e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df214572bbb63283210b135a5545c4dede58cb632729c084b0abb05c097805bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2601a800f1a699815be53e1f766514314bd33380649532a64f1b4d18201fc7a9"}]},{"symbol":"GBDC","date":"2026-09-30","iv_pct":43.0505306511359,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":56.415821325648416,"put_iv_pct":83.48827648114899},{"expiry":"2026-11-20","call_iv_pct":36.39987440341623,"put_iv_pct":32.4156362545018},{"expiry":"2027-02-19","call_iv_pct":26.75931735657226,"put_iv_pct":35.44558823529412},{"expiry":"2027-05-21","call_iv_pct":34.97615972393394,"put_iv_pct":38.503571428571426}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"8e7232ffce4ff9f8cae79a843235420c8d3d70f3ed7316db2b680fe33bb833fd","captured_at":"2026-10-24T08:31:43.850334+00:00","observed_at":"2026-09-30T15:59:00-04:00","session_close_at":"2026-09-30T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-09-30","end_date":"2026-09-30","strike_range":20,"format":"json"},"source_hash":"3f2efa7f7b224e87d3beabad0f98fee401160616c5eb80779244171d66924300"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"0f541c4d7f4d99185b8dc417d0cd4fcfbbc906e98b5e82b81b771f1cf8aa986d"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"d97636b0cc081f9ed6cfcb3146adae83e7fc8f21e3789435234fa42f0224a06e"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"df214572bbb63283210b135a5545c4dede58cb632729c084b0abb05c097805bf"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-09-29","end_date":"2026-09-30","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"2601a800f1a699815be53e1f766514314bd33380649532a64f1b4d18201fc7a9"}]},{"symbol":"GBDC","date":"2026-10-02","iv_pct":43.17224753693813,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-10-16","call_iv_pct":46.372252559726945,"put_iv_pct":53.01356652500817},{"expiry":"2026-11-20","call_iv_pct":32.765042594119265,"put_iv_pct":42.14147550432277},{"expiry":"2027-02-19","call_iv_pct":39.801503131523994,"put_iv_pct":38.68507936507937},{"expiry":"2027-05-21","call_iv_pct":44.57099367977529,"put_iv_pct":48.02806693594922}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"f4c460c7460231d1c12d5afea218083f22ed4a95b2642f8b0e48b59259762e7f","captured_at":"2026-10-24T08:31:37.205049+00:00","observed_at":"2026-10-02T15:59:00-04:00","session_close_at":"2026-10-02T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-10-02","end_date":"2026-10-02","strike_range":20,"format":"json"},"source_hash":"9173c56fbddf58f882d2b65ae59c991f3fffbf103aebb7030a7929e7e42a7a66"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-10-16","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"1588fd751584fa351f9f8a2e067d697beb12a95a7693e72f5c0dca24ec517895"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"ca2bf4d60dfef88ae6160c1e7f63ed3726d4a44761c8f82db3b1dcbe80786892"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"9612ed299213d770148d83fd78a3e8d245826ce9cc909182d33a2a1692e117f7"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-10-01","end_date":"2026-10-07","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a21c4661083ef0a50341bed553863ed0d60a263f443b7b7e9bb5536d6dce41ed"}]},{"symbol":"GBDC","date":"2026-10-28","iv_pct":37.444539346314464,"model_version":"theta-four-friday-close-50delta-v3","expiries":[{"expiry":"2026-11-20","call_iv_pct":19.02348353552859,"put_iv_pct":42.91666666666667},{"expiry":"2026-12-18","call_iv_pct":34.09648024855747,"put_iv_pct":41.601623009758605},{"expiry":"2027-02-19","call_iv_pct":34.14959236493045,"put_iv_pct":34.58192468619247},{"expiry":"2027-05-21","call_iv_pct":49.26577975376197,"put_iv_pct":43.92076450511946}],"source":"ThetaData historical first-order Greeks","provider_symbol":"GBDC","calendar_adjustments":[],"calendar_source":"ThetaData on_date and year_holidays","source_hash":"30c219f6a0db051631511fa3b5a8e1638b8e8b210a2a0b05d234bb9329ffe0d7","captured_at":"2026-10-29T17:12:40.790572+00:00","observed_at":"2026-10-28T15:59:00-04:00","session_close_at":"2026-10-28T16:00:00-04:00","observation_policy":"equity_session_close_minus_one_minute","expiry_inventory":{"source":"ThetaData expiry inventory","endpoint":"option/history/greeks/eod","query":{"symbol":"GBDC","expiration":"*","start_date":"2026-10-28","end_date":"2026-10-28","strike_range":20,"format":"json"},"source_hash":"696a898484c8fc4586bce93a6658d8868767fc5f2d9b3478c651e3d11dde8d94"},"source_requests":[{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-11-20","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"a4228923dfb65196aa98382627da1d3fee0d926b382fdd4786f02775e090c45a"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2026-12-18","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"f59fc0797203390f6e28e351019369eff4fe8eefb6b39c8f4c21c5c6f95ac592"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-02-19","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"3b7f25898f5f5db315e322e4acd2849e4fce4b672b4ea8eb259741695efa3c3c"},{"endpoint":"option/history/greeks/first_order","query":{"symbol":"GBDC","expiration":"2027-05-21","start_date":"2026-10-27","end_date":"2026-10-28","start_time":"15:59:00","end_time":"15:59:00","interval":"1m","format":"json"},"source_hash":"12d13a10f113b4f2f4092a1007537373b46f4e59f810b1af16c7e9b02bde30aa"}]}],"dailyIvModel":"theta-four-friday-close-50delta-v3","truncated":false,"expiries":["2026-11-20"],"url":"https://intraalpha.com/companies/GBDC","methodology":"https://intraalpha.com/resources/options-delta-methodology","units":{"iv_pct":"annualized percent","implied_move_pct":"percent of underlying price","put_call_skew_pp":"percentage points","price":"USD","dailyBlend.iv_pct":"annualized percent","dailyBlend.put_call_skew_pp":"percentage points; mean put IV minus call IV across four expiries","dailyBlend.implied_move_pct":"percent of spot; mean per-expiry mean call/put IV percent times sqrt(calendar days / 365.25); IV-based estimate, not quoted straddle premium"},"dailyBlend":[{"date":"2026-09-08","observed_at":"2026-09-08T15:59:00-04:00","iv_pct":68.2393062624091,"put_call_skew_pp":5.510827114586068,"implied_move_pct":22.212412649029364,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"1efd3e572666cdadc0c2059354b483798be8ce8b085c6038fbf8d4edfa5da59e","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-14","observed_at":"2026-09-14T15:59:00-04:00","iv_pct":53.32450668651863,"put_call_skew_pp":-26.16007855199589,"implied_move_pct":14.128238819670793,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"b6136b2314192111a38d8ca9822d2c3a0da996b325c1ad03d7499338f5353ccb","expiries":["2026-09-18","2026-10-16","2026-11-20","2027-02-19"]},{"date":"2026-09-18","observed_at":"2026-09-18T15:59:00-04:00","iv_pct":37.04749834998129,"put_call_skew_pp":-8.949234869267041,"implied_move_pct":19.646211253017125,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"bd3118110e03ff31ed60d74ad69d3ff73e20ddd2faf798b1402a6d1f6bde7bf5","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-21","observed_at":"2026-09-21T15:59:00-04:00","iv_pct":42.03464015544505,"put_call_skew_pp":-6.887891563586175,"implied_move_pct":22.25467231216049,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"50bccf656bb5f035201f0f53121afb1bf471b74c532220579e28c9e0e071d120","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-22","observed_at":"2026-09-22T15:59:00-04:00","iv_pct":38.13880906090609,"put_call_skew_pp":-4.374477277549223,"implied_move_pct":20.032317353223554,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"2c98b669ab4eacb7f5e6085719fbd69d4779498ee1327ac5a744a2a0effb8d2c","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-23","observed_at":"2026-09-23T15:59:00-04:00","iv_pct":32.958763941046826,"put_call_skew_pp":-0.7415013923540172,"implied_move_pct":18.806576496604027,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c3d4007de0f5b9f89d44279c48fdd8d6f73f271f2abf9f80a14a6ca283a7d839","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-24","observed_at":"2026-09-24T15:59:00-04:00","iv_pct":29.484671808965636,"put_call_skew_pp":-0.7668474492883535,"implied_move_pct":15.6856451388445,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"c9527bf6251ece9e6e3a2fad45306ebb37050c3bbd047d5abefcda389ec2d079","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-28","observed_at":"2026-09-28T15:59:00-04:00","iv_pct":32.03163291002648,"put_call_skew_pp":7.446250151207444,"implied_move_pct":16.35074802313212,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"01ebf6b3814282f9a37f3938a258eda17586ffc352b4ef31eb7026447c348bb8","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-29","observed_at":"2026-09-29T15:59:00-04:00","iv_pct":58.26730558615291,"put_call_skew_pp":-4.00882494873316,"implied_move_pct":25.03439680491769,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"628ae01587d97a7b19b6d45b2c8a6e95cd03b03d38e199e0e7c1b8e459ad08d7","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-09-30","observed_at":"2026-09-30T15:59:00-04:00","iv_pct":43.0505306511359,"put_call_skew_pp":8.825474897486371,"implied_move_pct":19.058757736053263,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"8e7232ffce4ff9f8cae79a843235420c8d3d70f3ed7316db2b680fe33bb833fd","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-02","observed_at":"2026-10-02T15:59:00-04:00","iv_pct":43.17224753693813,"put_call_skew_pp":4.5895990913035085,"implied_move_pct":21.140808163864996,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"f4c460c7460231d1c12d5afea218083f22ed4a95b2642f8b0e48b59259762e7f","expiries":["2026-10-16","2026-11-20","2027-02-19","2027-05-21"]},{"date":"2026-10-28","observed_at":"2026-10-28T15:59:00-04:00","iv_pct":37.444539346314464,"put_call_skew_pp":6.621410741239684,"implied_move_pct":19.00508139915774,"model_version":"four-friday-iv-derived-history-v1","source_model":"theta-four-friday-close-50delta-v3","source_hash":"30c219f6a0db051631511fa3b5a8e1638b8e8b210a2a0b05d234bb9329ffe0d7","expiries":["2026-11-20","2026-12-18","2027-02-19","2027-05-21"]}]}